+60.1%
BMY vs CTSH
+33.8%
+26.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +2.1% |
| 7D | +2.1% | -2.6% | +4.7% | +2.7% |
| 30D | +7.0% | +0.9% | +6.1% | +6.7% |
| 3M | -0.9% | +6.9% | -7.8% | -2.9% |
| 6M | +14.9% | +38.8% | -23.9% | +4.7% |
| YTD | +22.8% | -22.7% | +45.5% | +29.1% |
| 1Y | +36.2% | -12.4% | +48.6% | +38.5% |
| 3Y | +45.7% | +1.3% | +44.4% | +41.3% |
| 5Y | +31.3% | -16.3% | +47.5% | +31.5% |
| All | +60.1% | +33.8% | +26.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling